How can i fill the U shape face/edge so there will be no empty space?
not sure if I missed something but have you tried classic F key to fill faces? Like



edit:

the above is the simplest, but gives you N-gons.

To fill with better topology, try ALTV:



Then, if you need quads, simply convert with ALTJ:



edit2:

cegaton commented about another smart tool, "bridge edge loops"

he's right, so you can also use that like this (note I used it before filling the side faces, otherwise it gave an error):



and you get immediately